I stick around for a lot of reasons.
1) One Integrated Ecosystem
Microsoft is the only one right now that actually has spread their services across all devices. With such a boom in universal apps, the same app I buy on my phone works on my tablet AND PC instead of just working on my phone and tablet. Apple is behind the times per their usual, and Google's push to get their Android apps on ChromeOS hasn't taken off to anywhere near the extent.
2) Balance
I've found WP to be a really nice balance between having customization and simplicity whereas otherwise you'd sacrifice simplicity for customization on Android, or get put into the big brother-ish chokehold of "We know what's best for you and you don't." that comes with Apple.
3) Xbox Live
This is quite possibly the silliest appeal, yet it's my guilty pleasure. I do wish more devs supported Xbox Live Mobile, but I'm very thankful for what we do have. While I don't particularly have tons of time to do so, I devote what I can to being an achievement hunter... and the appeal of having one social gaming standard that spreads across my Xbox 360, Xbox One, Windows 8.1 computer, Windows 10 laptop, Windows 8.1 tablet and my smartphone is incredibly entertaining. Again, something neither Apple nor Google are doing to the same extent.
4) Interface & Design
I really love just how "alive" the Windows Phone interface looks. Having that push for glance-able tile information takes it so much further than the bland icons of yester-generation. Not only the interface, either - the Metro style has inspired some app designs that are a lot more beautiful, creative and distinct than what Android and iOS have to offer (Magnify and JobLens immediately come to mind as examples).
5) App Situation is a lot Healthier than People Give it Credit For
This would be the more important thing. I'm coming from Android which is actually leading the pack when it comes to apps (many don't seem to know Android surpassed iOS two years ago and has only increased it's lead more and more)... and coming from Android put me in a situation where I'll want to do every damn thing from banking to navigation, music streaming, video streaming, gaming, voice/text translation, radio listening, image editing, books, credit score monitoring, traffic planning, gas price monitoring, 60FPS YouTube(with the ability to play under lock screen), Twitch, stat tracking, stock tracking, social networking, Steam-to-Phone+moga game streaming, business networking, presentations, money management, lyrics-enhanced music, college material organization, package tracking, gift cards, loyalty cards, health/fitness, photography, shopping, bill payment, Roku control, RDP, news, note taking and a crap-ton more... and I'll want to do all that unhindered on my phone. Come the end of this month I'll no longer have NFC payment, but I'm very glad to say that is the one and only actual feature I'll have lost in the transition between Android to Windows Phone. EVERYTHING ELSE is there in some form or another.
6) The Lumia Brand is Running the Camera Game
You can find a more popular camera than what's offered on the likes of the Lumia 1020/1520/930/Icon, but they don't even come close to what I get when I'm out and about snapping pics. I personally saw photography as a profession to be too much of a gamble since I actually have a home and a family to take care of, but I know a lot of people who take it seriously. I'm not gonna claim I've the knowledge to get the most out of ProShot or even Lumia Camera 5, but my photographer friends sure do fawn over it every time I hand them my phone.
7) Takes Flair to Be Square
I've never really been a fan of round phones. I'm sure it's an unpopular opinion, but a solidly built squarish phone looks and feels so much better to me. I no longer have my Lumia 830 (got a great deal on a 930), but that phone just felt perfect.
Sure there's more, but that's the major stuff that comes to mind. I've had no problems using it as a daily driver and don't feel as if I'm shorting myself even though I've got a LG G3 and an iPhone 6 here that I could switch to at any time.